The only unwinnable matchups feel like characters that can constantly run away while zoning or out poking you safely. Mag, Trish, Zero, Modok, Dorm, Morrigan, Storm are his worst matchups and I honestly have no answer for them if they play smart and choose to not engage me. After them: Task, Hawkeye, Strange, Doom, Wolverine, Hulk are tough but winnable.
I have since left Cap as my fun team character for my current vergil point team simply because that first listing of characters has really made it hard for him to be a competitive choice. Cap/Vergil is awesome, but I’m realizing they can completely invalidate the benefits because you can never catch them to start the pressure with his poor movement and over reliance on very very long recovery movement specials. I’m still questing for the perfect Cap team, but I simply cannot find a solution for the runaway game of these characters. I’ve experimented with a lot of the cast and it’s really hard to cover all his weaknesses and still have a threatening neutral once the advantage is handed to you. If you’re gaining answers to establish control, you’re often limited to what you can convert into a full combo.
I think it’s pretty much required Cap needs one of these assists: Shuma, Strider (and even this is debatable with the ability for them to punish and dodge), Dante (Jam), RR (log), Doom (missiles). These are the only assists he can really use to have a shot at trapping or punishing them in the air. Your other solution is simply having a counter pick on your team or a punish DHC like Strange or Storm (dear god i wish whirlwind was useful with Cap charging star).